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The bank lending channel of monetary transmission in Brazil: A VECM approach
16 references·7 citing·41 second hop
The bank lending channel of monetary transmission in Brazil: A VECM approach (2009)The bank lending channel of monetary tran…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…The institutional memory hypothesis and the procyclicality of bank lending behavior (2004)The institutional memory hypo…Minimum LM Unit Root Test with One Structural Break (2004)Minimum LM Unit Root Test wit…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Asset prices, financial and monetary stability: exploring the nexus (2002)Asset prices, financial and m…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Some tests for parameter constancy in cointegrated VAR‐models (1999)Some tests for parameter cons…Monetary Theory and Policy (1999)Monetary Theory and PolicyEfficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…The impact of monetary policy on bank balance sheets (1995)The impact of monetary policy…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Monetary Policy and Bank Lending (1993)Monetary Policy and Bank Lend…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Credit, Money, and Aggregate Demand (1988)Credit, Money, and Aggregate …The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981)The Determinants of Bank Inte…The Effect of Monetary Policy on Economic Growth in Lao PDR (2022)The Effect of Monetary Policy…How does the money market development impact the bank lending channel of emerging Countries? A case from China (2021)How does the money market dev…The long-run analysis of monetary policy transmission channels on inflation: a VECM approach (2018)The long-run analysis of mone…Effectiveness of Monetary Policy Instruments on Economic Growth in Jordan Using Vector Error Correction Model (2017)Effectiveness of Monetary Pol…Monetary transmission during low interest rate environment in a dual banking system: evidence from Malaysia (2015)Monetary transmission during …Risk-taking channel, bank lending channel and the “paradox of credibility” (2014)Risk-taking channel, bank len…Credibility and the credit channel transmission of monetary policy theoretical model and econometric analysis for Brazil (2013)Credibility and the credit ch…Credit Rationing in Markets with Imperfect Information (1981)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Liquidity and leverage (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Risk, uncertainty and monetary policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)A Contribution to the Theory of Economic Growth (1956)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Inflation targeting as a monetary policy rule (1999)Term structure evidence on interest rate smoothing and monetary policy inertia (2002)A Unified Framework for Monetary Theory and Policy Analysis (2005)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Macroeconomics and Reality (1980)The Quarterly Journal of Economics (2024)Corporate financing and investment decisions when firms have information that investors do not have (1984)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Bank Size, Bank Capital, and the Bank Lending Channel (2000)Does bank capital affect lending behavior? (2004)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1999Monetary Theory and Policy1,690 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 1995The impact of monetary policy on bank balance sheets1,129 cited
  • 1981The Determinants of Bank Interest Margins: Theory and Empirical Evidence830 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus763 cited
  • 1993Monetary Policy and Bank Lending647 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 2004Minimum LM Unit Root Test with One Structural Break616 cited

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2004
The institutional memory hypothesis and the procyclicality of bank lending behavior
585 cited

Cited by

  • 2014Risk-taking channel, bank lending channel and the “paradox of credibility”32 cited
  • 2018The long-run analysis of monetary policy transmission channels on inflation: a VECM approach24 cited
  • 2015Monetary transmission during low interest rate environment in a dual banking system: evidence from Malaysia21 cited
  • 2017Effectiveness of Monetary Policy Instruments on Economic Growth in Jordan Using Vector Error Correction Model17 cited
  • 2013Credibility and the credit channel transmission of monetary policy theoretical model and econometric analysis for Brazil16 cited
  • 2021How does the money market development impact the bank lending channel of emerging Countries? A case from China15 cited
  • 2022The Effect of Monetary Policy on Economic Growth in Lao PDR15 cited